Date: 20 October 2025 at 6pm
Location: L6, Oxford University Mathematical Institute, OX2 6GG
Systematic Trading at GSA
Quantitative trading firms like GSA Capital combine advanced mathematics, statistical modelling, and high‑performance computing to uncover and capitalize on opportunities in financial markets. This talk will provide a high‑level tour of the systematic trading pipeline -from signal generation, through portfolio construction, to trade execution - highlighting the key mathematical and computational techniques underpinning each component.
Speaker:
Jan Stanczuk is a Quantitative Researcher at GSA Capital, working on systematic trading strategies. He joined GSA in 2024 after completing a PhD at University of Cambridge, where his research focused on Deep Generative Modelling and Diffusion Models.
Audience:
We welcome students of all academic levels from the Computer Science, Engineering, Mathematics, Statistics and any other closely related disciplines. The event will start with a short presentation followed by informal chats with representatives from GSA over food and drinks.
Please register interest so we can gauge numbers for catering purposes. Please note this event is reserved for students enrolled at the University of Oxford.
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What We Do
GSA is a multi award winning quantitative investment manager, focused on systematic trading across liquid equity, futures and foreign exchange markets globally. Today GSA manages a number of absolute return, alternative investment funds, aiming to deliver superior risk-adjusted performance by systematically exploiting a range of market inefficiencies, using quantitative techniques and innovative technologies. GSA is authorised and regulated by the FCA and registered with the SEC. GSA is currently hiring. To enquire about employment opportunities with GSA please visit https://www.gsacapital.com/careers
